+16.7%
BABA vs ETN
+684.6%
-667.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.4% |
| 7D | -2.2% | +6.2% | -8.4% | -4.1% |
| 30D | -17.3% | -6.7% | -10.6% | -15.7% |
| 3M | -7.8% | +3.6% | -11.4% | -9.9% |
| 6M | -16.8% | +18.3% | -35.1% | -22.5% |
| YTD | -24.7% | +31.5% | -56.1% | -32.5% |
| 1Y | -24.9% | +20.6% | -45.5% | -31.0% |
| 3Y | +29.1% | +82.5% | -53.4% | -1.9% |
| 5Y | -30.5% | +177.8% | -208.3% | -56.1% |
| 10Y | +16.7% | +705.0% | -688.3% | -51.5% |
| All | +16.7% | +684.6% | -667.9% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ETN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling